0.01Open0.06Pre Close12 Volume197 Open Interest32.00Strike Price12.00Turnover380.76%IV5.61%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0300Delta0.0785Gamma3031.00Leverage Ratio-1.3359Theta0.0000Rho91.06Eff Leverage0.0002Vega